I think that is because he didn't turn around and walked out the door when he was inside.However, if you turn away from the door and use the 'back arrow' icon on the bottom of your screen, you 'walk backwards' outside again.

This is something I've wanted to do too but just haven't gotten around to it yet.good to know it can be done reasonably well. I think if he left the door open when he panned around inside, you would have been able to click your way back out.